Macquarie University Home Page Macquarie University ResearchOnline

Rachev, Svetlozar T

Statistics
Title Hits Visitors Downloads
Estimation of operational value-at-risk in the presence of minimum collection threshold : an empirical study 33 27 0
Spot and derivative pricing in the EEX power market 36 35 0
Rating based modeling of credit risk : theory and application of migration matrices 233 186 0
Credit portfolio risk and probability of default confidence sets through the business cycle 47 45 0
Treatment of incomplete data in the field of operational risk : the effects on parameter estimates, EL and UL figures 37 22 0
Quantifying risk in the electricity business : a RAROC-based approach 63 62 0
Repository Search URL

Rachev, Svetlozar T

Formatted Bibliography URL

Rachev, Svetlozar T

Bibliography Script

To include a live feed of this author's bibliography on a static Web page (e.g., a personal home page), add the following JavaScript include to the body of the HTML.